1.) Zero covariance or correlation is a sufficient condition for two random variables to be indepen- dent. .) The random variables X₁, X2,..., X are independent if and only if k mX₁, X2X₁ (t1, t2,..., tk): - Σmx, (ti). = i=1 c.) Let X₁ and X₂ be two random variables, then Va₁, a2 € R, Var(a₁ X₁-a2X2) = a Var(X₁) + a2 Var(X₂) - 2a1a2 Cov(X₁, X2).
1.) Zero covariance or correlation is a sufficient condition for two random variables to be indepen- dent. .) The random variables X₁, X2,..., X are independent if and only if k mX₁, X2X₁ (t1, t2,..., tk): - Σmx, (ti). = i=1 c.) Let X₁ and X₂ be two random variables, then Va₁, a2 € R, Var(a₁ X₁-a2X2) = a Var(X₁) + a2 Var(X₂) - 2a1a2 Cov(X₁, X2).
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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